+11.2%
QCOM vs URI
+166.6%
-155.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.0% |
| 7D | +0.4% | -9.8% | +10.2% | +5.1% |
| 30D | -6.6% | +1.7% | -8.4% | -7.3% |
| 3M | +3.7% | -9.1% | +12.7% | +7.9% |
| 6M | -13.3% | +9.9% | -23.2% | -17.5% |
| YTD | -1.8% | +31.2% | -33.0% | -16.8% |
| 1Y | -2.5% | +25.9% | -28.4% | -15.7% |
| 3Y | +47.0% | +147.4% | -100.4% | -14.9% |
| All | +11.2% | +166.6% | -155.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling